+241.5%
SOXX vs RSP
+49.3%
+192.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.1% | -1.6% |
| 7D | +3.0% | -3.1% | +6.2% | +8.3% |
| 30D | -3.1% | -3.4% | +0.3% | +2.2% |
| 3M | -4.4% | +3.6% | -8.0% | -9.9% |
| 6M | +52.9% | +9.0% | +43.9% | +34.0% |
| YTD | +72.0% | +12.2% | +59.8% | +44.1% |
| 1Y | +105.1% | +15.6% | +89.5% | +64.3% |
| 3Y | +220.6% | +51.6% | +169.0% | +72.6% |
| All | +241.5% | +49.3% | +192.2% | +97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RSP.
Daily Out/Under-Performance
Portfolio return minus RSP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RSP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling